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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$176B
AUM Growth
-$2.46B
Cap. Flow
-$1.77B
Cap. Flow %
-1%
Top 10 Hldgs %
22.59%
Holding
3,741
New
183
Increased
2,026
Reduced
1,369
Closed
140

Top Buys

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$255M
2
TSLA icon
Tesla
TSLA
+$187M
3
AMZN icon
Amazon
AMZN
+$162M
4
MSFT icon
Microsoft
MSFT
+$149M
5
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$136M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$284M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$227M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$189M
4
GILD icon
Gilead Sciences
GILD
+$182M
5
AMGN icon
Amgen
AMGN
+$174M

Sector Composition

Rank Sector Weight
1 Technology 23.38%
2 Financials 13.69%
3 Healthcare 12.46%
4 Consumer Discretionary 10.78%
5 Communication Services 9.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALLE icon
601
Allegion
ALLE
$13.4B
$42.6M 0.02%
322,149
+23,630
+8% +$3.28M
PHG icon
602
Philips
PHG
$25.7B
$42.3M 0.02%
1,153,086
+27,504
+2% +$1.05M
WSM icon
603
Williams-Sonoma
WSM
$26.9B
$42.3M 0.02%
476,720
-116,524
-20% -$9.86M
CNQ icon
604
Canadian Natural Resources
CNQ
$99.4B
$42.3M 0.02%
2,361,998
+45,137
+2% +$743K
CTRA
605
DELISTED
Coterra Energy
CTRA
$42.2M 0.02%
1,938,731
-178,391
-8% -$3.06M
VIGI icon
606
Vanguard International Dividend Appreciation ETF
VIGI
$9.08B
$42.2M 0.02%
483,506
+11,153
+2% +$997K
UGI icon
607
UGI
UGI
$7.74B
$42.1M 0.02%
986,751
+4,501
+0.5% +$206K
BBWI icon
608
Bath & Body Works
BBWI
$4.06B
$42M 0.02%
666,950
-649,297
-49% -$41.3M
ON icon
609
ON Semiconductor
ON
$31.8B
$41.9M 0.02%
916,014
+125,168
+16% +$5.35M
AFG icon
610
American Financial Group
AFG
$11.8B
$41.8M 0.02%
332,574
+11,740
+4% +$1.53M
BXP icon
611
Boston Properties
BXP
$11.2B
$41.7M 0.02%
384,942
+31,701
+9% +$3.62M
INVH icon
612
Invitation Homes
INVH
$17.7B
$41.5M 0.02%
1,083,938
+46,110
+4% +$1.85M
FPF
613
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$41.3M 0.02%
1,648,739
-47,127
-3% -$1.21M
AGCO icon
614
AGCO
AGCO
$7.15B
$41.2M 0.02%
336,479
-74,463
-18% -$9.74M
UMPQ
615
DELISTED
Umpqua Holdings Corp
UMPQ
$40.8M 0.02%
2,017,094
-135,710
-6% -$2.6M
WPP icon
616
WPP
WPP
$4.36B
$40.6M 0.02%
606,223
+23,849
+4% +$1.6M
SUI icon
617
Sun Communities
SUI
$15.2B
$40.6M 0.02%
219,540
+3,323
+2% +$641K
CCK icon
618
Crown Holdings
CCK
$12.8B
$40.6M 0.02%
402,380
+32,690
+9% +$3.43M
CP icon
619
Canadian Pacific Kansas City
CP
$78.1B
$40.5M 0.02%
622,890
-17,817
-3% -$1.27M
SGEN
620
DELISTED
Seagen Inc. Common Stock
SGEN
$40.4M 0.02%
238,037
+11,004
+5% +$1.71M
AFB
621
AllianceBernstein National Municipal Income Fund
AFB
$313M
$40.4M 0.02%
2,703,159
-59,054
-2% -$890K
CLR
622
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$39.9M 0.02%
865,599
+20,364
+2% +$768K
IBN icon
623
ICICI Bank
IBN
$108B
$39.8M 0.02%
2,108,963
-175,068
-8% -$3.28M
GL icon
624
Globe Life
GL
$14.2B
$39.5M 0.02%
443,838
+4,810
+1% +$449K
AOS icon
625
A.O. Smith
AOS
$8.17B
$39.5M 0.02%
646,811
+6,199
+1% +$433K
23 24
25
26 27

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MCM
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PSUF
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Parametric Portfolio Associates's Q3 2021 Portfolio in Review

As of Q3 2021, Parametric Portfolio Associates held 3,741 positions worth $176B, down 1.4% from $178B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Parametric Portfolio Associates's Q3 2021 filing shows 183 new, 2,026 increased, 1,369 reduced and 140 closed positions. Its largest new stake was GE Aerospace: 3,968,435 shares worth $255M. The largest sale was Pfizer, an estimated $284M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2021 buy was GE Aerospace: 3,968,435 shares worth $255M.
  • Parametric Portfolio Associates added most to Tesla in Q3 2021, an estimated $187M increase.
  • Parametric Portfolio Associates's biggest Q3 2021 reduction was Pfizer, cutting an estimated $284M.
  • Parametric Portfolio Associates fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $143M.
  • Parametric Portfolio Associates's ten largest holdings make up 23% of its $176B portfolio in Q3 2021.
  • Parametric Portfolio Associates opened 183 new positions and closed 140 in Q3 2021.
  • Parametric Portfolio Associates's portfolio value fell 1.4% quarter-over-quarter to $176B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2021, filed 15 Nov 2021.